Stock Markets July 27, 2026 11:14 AM

Options Signal a Roughly 10% Move for On Semiconductor Ahead of August Earnings

Market-derived option prices point to a double-digit swing when On Semiconductor reports on August 3 after the market close

By Marcus Reed
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Option-pricing in the market implies that shares of On Semiconductor Corp. could move about 10% when the company releases quarterly results after the close on August 3. Historical comparisons show the options market has matched the actual magnitude of the stock's post-earnings moves in half of the last eight earnings events.

Options Signal a Roughly 10% Move for On Semiconductor Ahead of August Earnings
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Key Points

  • Options pricing compiled by Bloomberg implies a roughly 10% share-price move for On Semiconductor when it reports earnings on August 3 after the close - impacts the semiconductor sector and equity markets.
  • Across the last eight earnings events, the options market's implied magnitude matched the actual stock move in four instances, indicating mixed predictive power - relevant to options traders and equity investors.
  • Historical examples show implied moves both underestimated and overestimated actual outcomes, affecting market participants who use options as an indicator of earnings-driven volatility.

Option contracts on On Semiconductor Corp. currently imply a move of roughly 10% when the chipmaker reports quarterly results on August 3, with the announcement scheduled to come after the market close. That estimate is based on options pricing compiled by Bloomberg.


The options-derived figure reflects the market's expectation for how far the share price might swing in response to the earnings release. According to the same options-based dataset, the market's estimate has been an accurate gauge of the stock's actual post-earnings magnitude in four of the last eight reporting periods.

Looking at the individual earnings dates and corresponding implied moves versus actual price changes shows a mixed record:

  • On May 4, the options market implied a 9.4% move; the stock's actual change was 4.3%.
  • On February 9, the implied move was 8.6%, while the stock's price shifted by 12.5%.
  • In November 2025, options suggested an 8.9% move, but the stock declined 0.5%.
  • On August 4, 2025, the options-implied move was 9.7% and the stock fell 15.7%.
  • On May 5, 2025, the options market indicated an 8.8% move while the stock dropped 3.1%.
  • On February 10, 2025, the implied move was 8.5% and the stock declined 10.1%.
  • In October 2024, options pointed to an 8.1% move, yet the stock rose 5.5%.
  • On July 29, 2024, the implied move was 7.0% and the stock gained 7.9%.

Those examples illustrate that while options pricing can provide a market-based expectation for the size of a post-earnings price swing, actual outcomes have varied, with the implied figure sometimes understating and sometimes overstating the realized move.

Investors and market participants watching On Semiconductor ahead of the August 3 report can use the options-implied move as one input among others, but the historical record shown in the options data underscores the range of possible outcomes relative to the market's expectation.

Risks

  • Options-implied moves do not always match actual post-earnings price changes, creating uncertainty for investors relying on implied volatility - this primarily impacts equity traders and the options market.
  • Past data show both underestimation and overestimation of actual moves by options pricing, so the implied 10% figure may not reflect the realized outcome - this influences participants in the semiconductor sector and broader stock market.

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